The objective of this paper was to determine whether the presence of more vs. fewer anxious symptom features, at baseline, are associated with other clinical features and treatment outcomes in out-patients with major depressive disorder (MDD). This single-blind, randomized trial enrolled 665 MDD out-patients to compare the efficacy of two antidepressant medication combinations against escitalopram after 12-wk acute treatment and follow-up (total 28 wk). The sample was divided into those with greater (vs. fewer) anxiety features using the anxiety/somatization subscale of the baseline 17-item Hamilton Rating Scale for Depression. Baseline sociodemographic and clinical features, treatment features and outcomes compared these two groups. Overall, 74.7% of participants met the threshold for ‘anxious features’. They were more likely to be female, have other concurrent anxiety disorders, more severe depression, more lethargic and melancholic features and poorer cognitive and physical functioning, quality of life and work and social adjustment. In acute treatment, participants with anxious features received comparatively higher doses of mirtazapine and venlafaxine and reported more side-effects. The groups with and without anxious features did not differ in treatment outcomes and side-effect burden. Despite being associated with a distinct clinical profile, baseline anxious features were not clinically useful in predicting acute treatment outcomes or differential treatment response.